ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	158-12	160-08	1-28	1.2%	161-16
High	161-02	160-26	-0-08	-0.2%	161-27
Low	157-14	158-29	1-15	0.9%	156-08
Close	159-07	159-06	-0-01	0.0%	159-07
Range	3-20	1-29	-1-23	-47.4%	5-19
ATR	1-21	1-22	0-01	1.1%	0-00
Volume	866,524	565,681	-300,843	-34.7%	3,415,548

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-11	164-06	160-08
R3	163-14	162-09	159-23
R2	161-17	161-17	159-17
R1	160-12	160-12	159-12	160-00
PP	159-20	159-20	159-20	159-15
S1	158-15	158-15	159-00	158-03
S2	157-23	157-23	158-27
S3	155-26	156-18	158-21
S4	153-29	154-21	158-04

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	175-28	173-05	162-09
R3	170-09	167-18	160-24
R2	164-22	164-22	160-08
R1	161-31	161-31	159-23	160-17
PP	159-03	159-03	159-03	158-13
S1	156-12	156-12	158-23	154-30
S2	153-16	153-16	158-06
S3	147-29	150-25	157-22
S4	142-10	145-06	156-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-12	156-08	5-04	3.2%	2-19	1.6%	57%	False	False	707,781
10	164-11	156-08	8-03	5.1%	2-03	1.3%	36%	False	False	421,581
20	167-28	156-08	11-20	7.3%	1-17	1.0%	25%	False	False	212,086
40	171-26	156-08	15-18	9.8%	1-11	0.8%	19%	False	False	106,088

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	168-29
2.618	165-26
1.618	163-29
1.000	162-23
0.618	162-00
HIGH	160-26
0.618	160-03
0.500	159-28
0.382	159-20
LOW	158-29
0.618	157-23
1.000	157-00
1.618	155-26
2.618	153-29
4.250	150-26

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	159-28	159-00
PP	159-20	158-27
S1	159-13	158-21

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols